+310.8%
EAT vs SAN
+270.1%
+40.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | -4.0% | +4.0% | -8.0% | -6.3% |
| 30D | -2.9% | -7.8% | +4.9% | +0.7% |
| 3M | -16.9% | -16.4% | -0.5% | -9.4% |
| 6M | +57.0% | +3.5% | +53.4% | +50.0% |
| YTD | +38.2% | +6.7% | +31.5% | +27.9% |
| 1Y | +69.3% | +14.5% | +54.8% | +50.0% |
| 3Y | +483.0% | +243.5% | +239.5% | +148.7% |
| 5Y | +364.1% | +296.2% | +67.9% | +70.4% |
| All | +310.8% | +270.1% | +40.7% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling